Daily Reports

MarginCalculator.com produces daily reports to aid you in the tracking and maintenance of your trades, exposure and margin.

  • Reports are available online every morning at 7:00 AM ET and are also accessible via secure FTP or email.
  • Counterparties flagged "CALL" have exceeded their minimum transfer limit.
  • Receive an email alert when you should make a margin call to a counterparty or recall margin.
  • One-click on a counterparty reveals the underlying buy and sell activity creating the exposure, and the margin movements that mitigate that exposure.
  • Have exposure or need to recall margin? Use the "click and send" feature to receive an email containing the trade details to forward to your counterparty.

Reports Produced by MarginCalculator.com

All reports produced by MarginCalculator.com are available online and may be emailed or picked up via secure FTP, in CSV or PDF formats.

MSFTA Summary Exposure

  • MSFTA Summary Exposure by counterparty - single line summary of exposures by counterparty with potential calls. Drill down with a single click.
  • MSFTA Detail by counterparty - trade by trade detail of exposure with trade, market and net exposures by transaction.
  • Margin Detail by counterparty – piece by piece valuation of collateral and cash received for margin, valued with accrued to next settlement date. (Cash is marked to the Fed Funds Effective Rate).

MSFTA Detail

MSFTA Detail by counterparty gives trade by trade detail of exposure with trade, market and net exposures by transaction.

Margin Detail

Margin Detail by counterparty gives piece-by-piece valuation of collateral and cash received for margin, valued with accrued to next settlement date. (Cash using Fed Funds Effective).

Purchase and Sales Report

Provides details for prior day transactions.

Margin Blotter

Provides details of prior day's free receipts and deliveries of collateral and cash.

Upcoming Coupon Payments

Provides details of margin collateral with payable or receivable coupon interest and Cusip.

Upcoming Principal and Interest Payments

Provides details of margin collateral with payable or receivable P&I and Cusip.

Upcoming Redemptions by Payment Date

Provides detail of margin collateral maturing by counterparty and Cusip.

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